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Characterizing Brownian motion by martingale properties
Dissertation (MSc (Mathematics of Finance))--University of Pretoria, 2005
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| Format: | Thesis |
| Language: | English |
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University of Pretoria
2013
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| _version_ | 1867613680395354112 |
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| access_status_str | Open Access |
| author2 | Swart, Johan |
| author_browse | Swart, Johan |
| author_facet | Swart, Johan |
| collection | Thesis |
| dc_rights_str_mv | © 2006, University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria. |
| description | Dissertation (MSc (Mathematics of Finance))--University of Pretoria, 2005 |
| format | Thesis |
| id | oai:repository.up.ac.za:2263/31549 |
| institution | University of Pretoria (South Africa) |
| language | English |
| last_indexed | 2026-06-10T12:39:59.869Z |
| license_str | Other — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UPSpace — University of Pretoria Institutional Repository |
| publishDate | 2013 |
| publishDateRange | 2013 |
| publishDateSort | 2013 |
| publisher | University of Pretoria |
| publisherStr | University of Pretoria |
| record_format | dspace |
| source_str | UPSpace — University of Pretoria Institutional Repository |
| spelling | oai:repository.up.ac.za:2263/31549 Characterizing Brownian motion by martingale properties Swart, Johan groblere@mweb.co.za Van Zyl, A.J. Grobler, Ettienne UCTD Brownian Motion Martingale properties Characterizing Dissertation (MSc (Mathematics of Finance))--University of Pretoria, 2005 No abstract Mathematics and Applied Mathematics Restricted Faculty of Natural and Agricultural Sciences 2013-09-09T12:21:58Z 2007-02-21 2013-09-09T12:21:58Z 2006-04-21 2005 2007-02-21 Dissertation Grobler, E 2006, Characterizing Brownian motion by martingale properties, MSc dissertation, University of Pretoria, Pretoria, viewed yymmdd < http://upetd.up.ac.za/thesis/available/etd-02212007-172903/ > http://hdl.handle.net/2263/31549 http://upetd.up.ac.za/thesis/available/etd-02212007-172903/ en © 2006, University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria. application/pdf University of Pretoria |
| spellingShingle | UCTD Brownian Motion Martingale properties Characterizing Characterizing Brownian motion by martingale properties |
| title | Characterizing Brownian motion by martingale properties |
| title_full | Characterizing Brownian motion by martingale properties |
| title_fullStr | Characterizing Brownian motion by martingale properties |
| title_full_unstemmed | Characterizing Brownian motion by martingale properties |
| title_short | Characterizing Brownian motion by martingale properties |
| title_sort | characterizing brownian motion by martingale properties |
| topic | UCTD Brownian Motion Martingale properties Characterizing |
| url | http://hdl.handle.net/2263/31549 http://upetd.up.ac.za/thesis/available/etd-02212007-172903/ |